Trading Metrics calculated at close of trading on 21-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2019 |
21-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
1,491.79 |
1,490.15 |
-1.64 |
-0.1% |
1,488.26 |
High |
1,493.74 |
1,494.57 |
0.83 |
0.1% |
1,497.31 |
Low |
1,485.43 |
1,482.16 |
-3.27 |
-0.2% |
1,478.19 |
Close |
1,490.02 |
1,484.05 |
-5.97 |
-0.4% |
1,490.02 |
Range |
8.31 |
12.41 |
4.10 |
49.3% |
19.12 |
ATR |
18.17 |
17.76 |
-0.41 |
-2.3% |
0.00 |
Volume |
5,745 |
5,583 |
-162 |
-2.8% |
29,419 |
|
Daily Pivots for day following 21-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,524.16 |
1,516.51 |
1,490.88 |
|
R3 |
1,511.75 |
1,504.10 |
1,487.46 |
|
R2 |
1,499.34 |
1,499.34 |
1,486.33 |
|
R1 |
1,491.69 |
1,491.69 |
1,485.19 |
1,489.31 |
PP |
1,486.93 |
1,486.93 |
1,486.93 |
1,485.74 |
S1 |
1,479.28 |
1,479.28 |
1,482.91 |
1,476.90 |
S2 |
1,474.52 |
1,474.52 |
1,481.77 |
|
S3 |
1,462.11 |
1,466.87 |
1,480.64 |
|
S4 |
1,449.70 |
1,454.46 |
1,477.22 |
|
|
Weekly Pivots for week ending 18-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,545.87 |
1,537.06 |
1,500.54 |
|
R3 |
1,526.75 |
1,517.94 |
1,495.28 |
|
R2 |
1,507.63 |
1,507.63 |
1,493.53 |
|
R1 |
1,498.82 |
1,498.82 |
1,491.77 |
1,503.23 |
PP |
1,488.51 |
1,488.51 |
1,488.51 |
1,490.71 |
S1 |
1,479.70 |
1,479.70 |
1,488.27 |
1,484.11 |
S2 |
1,469.39 |
1,469.39 |
1,486.51 |
|
S3 |
1,450.27 |
1,460.58 |
1,484.76 |
|
S4 |
1,431.15 |
1,441.46 |
1,479.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,497.31 |
1,478.19 |
19.12 |
1.3% |
12.57 |
0.8% |
31% |
False |
False |
5,757 |
10 |
1,515.58 |
1,474.78 |
40.80 |
2.7% |
15.56 |
1.0% |
23% |
False |
False |
6,180 |
20 |
1,534.62 |
1,456.64 |
77.98 |
5.3% |
18.78 |
1.3% |
35% |
False |
False |
6,290 |
40 |
1,556.11 |
1,456.64 |
99.47 |
6.7% |
19.33 |
1.3% |
28% |
False |
False |
6,608 |
60 |
1,556.11 |
1,401.30 |
154.81 |
10.4% |
20.52 |
1.4% |
53% |
False |
False |
6,642 |
80 |
1,556.11 |
1,382.70 |
173.41 |
11.7% |
20.19 |
1.4% |
58% |
False |
False |
6,739 |
100 |
1,556.11 |
1,320.05 |
236.06 |
15.9% |
20.13 |
1.4% |
69% |
False |
False |
7,263 |
120 |
1,556.11 |
1,269.50 |
286.61 |
19.3% |
18.90 |
1.3% |
75% |
False |
False |
7,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,547.31 |
2.618 |
1,527.06 |
1.618 |
1,514.65 |
1.000 |
1,506.98 |
0.618 |
1,502.24 |
HIGH |
1,494.57 |
0.618 |
1,489.83 |
0.500 |
1,488.37 |
0.382 |
1,486.90 |
LOW |
1,482.16 |
0.618 |
1,474.49 |
1.000 |
1,469.75 |
1.618 |
1,462.08 |
2.618 |
1,449.67 |
4.250 |
1,429.42 |
|
|
Fisher Pivots for day following 21-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
1,488.37 |
1,489.22 |
PP |
1,486.93 |
1,487.49 |
S1 |
1,485.49 |
1,485.77 |
|